+370.2%
FSM vs VT
+356.1%
+14.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | -7.5% | -1.6% | -5.9% | -6.0% |
| 30D | -21.4% | -2.5% | -18.9% | -19.3% |
| 3M | +2.0% | -1.3% | +3.3% | +3.8% |
| 6M | -6.8% | +3.1% | -9.8% | -8.2% |
| YTD | -9.9% | +10.9% | -20.8% | -16.2% |
| 1Y | +7.5% | +12.1% | -4.5% | -0.7% |
| 3Y | +192.7% | +73.9% | +118.8% | +82.6% |
| 5Y | +78.9% | +58.0% | +21.0% | +22.9% |
| 10Y | +19.6% | +225.5% | -205.8% | -57.8% |
| All | +370.2% | +356.1% | +14.1% | -1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling